Circulant and skew-circulant splitting methods for Toeplitz systems. (Q1410846)

The aim of this paper is the study of iterative methods for Toeplitz systems. The technique is based on the circulant and skew-circulant splitting (CSCS) of the Toeplitz matrix. It is proved that the CSCS method converges to the unique solution of the system of linear equations if both the circulant and skew-circulant matrices are positive definite. An upper bound is also derived for the contraction factor of the CSCS iteration. It is proved that it depends on the spectra of the circulant and skew-circulant matrices. Numerical examples are finally given to test the convergence rate of the CSCS iteration method proposed here.